Dear list,
I'm using solve(A,b) to solve (!) a linear system, where A is a large (100 x 100) symmetric, dense, complex matrix. The precise structure of A is block-Toeplitz, which means that the best algorithm for inversion would probably be based on fft. Anyway, I'm looking for an iterative solver similar to Matlab's GMRES (Generalized Minimal Residual) routine as I could use an initial guess (I need to slightly change the linear system many times) and specify the maximum number of iterations or a level of accuracy to maintain an acceptable computation time. Do you know of an R interface to such iterative schemes?
Best regards, baptiste _____________________________ Baptiste AuguiƩ School of Physics University of Exeter Stocker Road, Exeter, Devon, EX4 4QL, UK Phone: +44 1392 264187 http://newton.ex.ac.uk/research/emag ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.